Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-16 10.363365 11.886671 13.524975 15.414191 17.528710 19.818468 22.481526
2025-11-23 7.956446 9.986418 12.339179 15.252193 18.745404 22.782298 27.781903
2025-11-30 6.825530 9.078874 11.818040 15.363956 19.800594 25.133758 31.991229
2025-12-07 6.088236 8.529263 11.624683 15.791150 21.199228 27.922782 36.846809
2025-12-14 5.287937 7.767910 11.035745 15.591034 21.699824 29.522750 40.197110
2025-12-21 4.472945 6.882335 10.177604 14.928219 21.499568 30.152844 42.269314
2025-12-28 4.140132 6.624965 10.131487 15.330234 22.707890 32.647322 46.860189
2026-01-04 3.815611 6.339393 10.008695 15.594641 23.714252 34.888247 51.180059
2026-01-11 3.432379 5.922012 9.651128 15.478954 24.152395 36.338950 54.445656
2026-01-18 3.090390 5.531391 9.294583 15.325556 24.505397 37.659451 57.554041
2026-01-25 2.826981 5.238797 9.059224 15.327544 25.069671 39.284640 61.136992
2026-02-01 2.619860 5.017713 8.914540 15.450676 25.808245 41.176946 65.160466
2026-02-08 2.389363 4.738918 8.661693 15.394854 26.282297 42.719986 68.771387
2026-02-15 2.166102 4.450346 8.368851 15.251143 26.604616 44.041441 72.098482
2026-02-22 2.010951 4.268050 8.237359 15.356349 27.314775 45.965385 76.385879
2026-03-01 1.922551 4.201356 8.298855 15.785770 28.565059 48.767472 82.113651
2026-03-08 1.746358 3.947315 8.007220 15.584856 28.756296 49.899823 85.270599
2026-03-15 1.524132 3.577738 7.475143 14.922567 28.128954 49.686365 86.279925
2026-03-22 1.463486 3.531399 7.537786 15.324340 29.331315 52.470220 92.158073
2026-03-29 1.389913 3.450260 7.527175 15.588699 30.302276 54.903090 97.541127
2026-04-05 1.278022 3.274778 7.319934 15.473036 30.593727 56.211878 101.123151
2026-04-12 1.172085 3.100838 7.101432 15.319694 30.804715 57.384703 104.508227
2026-04-19 1.091187 2.974931 6.969364 15.321680 31.292011 59.036964 108.736132